-94.2%
PLG vs VT
+226.2%
-320.5%
-96.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | 0.0% | -4.0% | -4.0% |
| 7D | -11.0% | -1.6% | -9.4% | -8.9% |
| 30D | -23.0% | -2.5% | -20.5% | -19.8% |
| 3M | -24.8% | -1.3% | -23.5% | -22.6% |
| 6M | -45.2% | +3.1% | -48.3% | -46.2% |
| YTD | -58.9% | +10.9% | -69.8% | -62.7% |
| 1Y | -53.4% | +12.1% | -65.4% | -57.9% |
| 3Y | -10.2% | +73.9% | -84.1% | -52.6% |
| 5Y | -62.0% | +58.0% | -119.9% | -77.2% |
| All | -94.2% | +226.2% | -320.5% | -98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling